Global Equities, ranked by Historical Return
for period ending September 30, 2026
More ways to view this list of Portfolio Ingredients:
Ingredient Summary Page (Total Return with Maximum Drawdown Scatterplots)
by Return: Total Return (1, 3, 5, 10, 15, 20 years), Historical Return (past 5 years)
by Risk vs. Return: Risk vs. Return Compass, M-Squared, Alpha, Sharpe Ratio, Sortino Ratio, Treynor Ratio
by Volatility / Risk: Maximum Drawdown, Standard Deviation, Downside Deviation, Beta
by Peer Group: Global Asset Classes, Global Equities, Global Sectors
Historical Return is the annual return for the last 5 calendar years.
Portfolio Ingredients: Global Equities Peer Group
Sort by any column by clicking on the gray column heading.
| Historical Return | Total Return, annualized | |||||||||||||
| Ingredient Name | ID | Category | 1 year | 3 year | 5 year | 10 year | 15 year | 20 year | ||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Group Average | ||||||||||||||
| Indonesia | EIDO | Asia and Australia | -0.6% | -0.2% | 2.6% | -12.9% | 4.8% | -31.3% | -16.2% | -8.6% | -5.6% | -3.1% | ||
| New Zealand | ENZL | Asia and Australia | -11.4% | -16.2% | 3.0% | -4.9% | 2.5% | 0.3% | 3.1% | -3.9% | 2.4% | 6.7% | ||
| Philippines | EPHE | Asia and Australia | -2.2% | -15.9% | 1.3% | -1.4% | 1.6% | -5.9% | -0.7% | -3.3% | -3.5% | 1.7% | ||
| Australia | EWA | Asia and Australia | 9.0% | -5.9% | 13.8% | 1.6% | 13.4% | 8.1% | 13.4% | 7.0% | 7.4% | 6.9% | 6.1% | |
| Hong Kong | EWH | Asia and Australia | -3.5% | -6.8% | -13.8% | 0.0% | 34.5% | 7.6% | 13.9% | 2.2% | 3.6% | 6.4% | 5.6% | |
| Japan | EWJ | Asia and Australia | 1.2% | -17.7% | 20.3% | 7.0% | 25.8% | 26.7% | 20.8% | 9.3% | 9.0% | 8.5% | 4.8% | |
| Malaysia | EWM | Asia and Australia | -7.4% | -6.0% | -3.6% | 19.5% | 13.3% | 9.5% | 13.3% | 5.0% | 2.2% | 1.8% | 4.5% | |
| Singapore | EWS | Asia and Australia | 5.6% | -9.8% | 6.2% | 22.1% | 31.4% | 22.4% | 27.5% | 13.2% | 9.0% | 7.1% | 7.2% | |
| Taiwan | EWT | Asia and Australia | 28.9% | -28.9% | 24.5% | 16.1% | 28.4% | 85.6% | 43.8% | 20.9% | 19.2% | 15.6% | 11.9% | |
| S Korea | EWY | Asia and Australia | -7.6% | -26.6% | 19.1% | -20.5% | 95.3% | 133.3% | 49.4% | 20.3% | 14.3% | 11.4% | 8.7% | |
| India | INDY | Asia and Australia | 19.5% | -7.3% | 16.9% | 3.5% | 5.0% | -12.7% | -0.4% | -0.7% | 5.4% | 5.8% | ||
| China | MCHI | Asia and Australia | -21.7% | -22.8% | -11.2% | 17.7% | 31.0% | -19.3% | 9.2% | -2.8% | 2.6% | 4.5% | ||
| Thailand | THD | Asia and Australia | 1.9% | 1.2% | -12.6% | -2.2% | 2.4% | 24.2% | 7.7% | 2.1% | 2.5% | 4.7% | ||
| Vietnam | VNM | Asia and Australia | 22.0% | -43.7% | 15.1% | -11.1% | 66.5% | -4.8% | 9.8% | -1.2% | 2.5% | 1.6% | ||
| Poland | EPOL | Europe | 12.2% | -24.6% | 50.8% | -2.5% | 77.3% | 43.3% | 44.1% | 19.4% | 12.4% | 7.6% | ||
| Sweden | EWD | Europe | 22.9% | -27.8% | 25.1% | -3.9% | 36.5% | 9.8% | 18.7% | 5.6% | 9.0% | 8.9% | 6.7% | |
| Germany | EWG | Europe | 5.8% | -22.3% | 23.3% | 9.8% | 35.8% | 1.3% | 18.8% | 7.3% | 7.2% | 8.1% | 5.3% | |
| Italy | EWI | Europe | 14.4% | -14.2% | 30.7% | 10.3% | 55.7% | 16.8% | 28.8% | 17.4% | 14.0% | 9.6% | 3.2% | |
| Belgium | EWK | Europe | 12.9% | -14.0% | 7.5% | 0.2% | 35.4% | 13.2% | 16.8% | 7.0% | 5.8% | 8.8% | 3.4% | |
| Switzerland | EWL | Europe | 20.2% | -18.9% | 17.7% | -2.8% | 32.9% | 9.0% | 12.9% | 7.0% | 9.0% | 9.3% | 7.0% | |
| Netherlands | EWN | Europe | 22.7% | -24.4% | 22.1% | 1.7% | 34.9% | 22.4% | 24.8% | 9.2% | 12.9% | 12.3% | 7.7% | |
| Austria | EWO | Europe | 31.5% | -21.9% | 20.6% | 4.1% | 74.2% | 40.1% | 36.0% | 16.8% | 14.0% | 10.7% | 4.8% | |
| Spain | EWP | Europe | 0.3% | -5.2% | 30.3% | 5.8% | 78.0% | 23.2% | 33.4% | 20.8% | 11.7% | 8.1% | 5.2% | |
| France | EWQ | Europe | 21.5% | -12.0% | 21.7% | -5.6% | 28.9% | -0.2% | 9.3% | 6.3% | 8.7% | 8.4% | 4.5% | |
| UK | EWU | Europe | 18.2% | -4.4% | 12.4% | 6.8% | 34.9% | 14.6% | 18.2% | 11.9% | 8.0% | 7.2% | 4.3% | |
| EMU | EZU | Europe | 13.9% | -17.2% | 23.4% | 2.3% | 40.0% | 11.7% | 20.1% | 10.1% | 9.7% | 9.0% | 4.8% | |
| Greece | GREK | Europe | 6.2% | 3.6% | 42.8% | 9.5% | 72.5% | 34.1% | 41.2% | 29.6% | 17.8% | |||
| Norway | NORW | Europe | 18.6% | -12.6% | 5.1% | -2.5% | 32.6% | 26.6% | 19.7% | 8.6% | 8.9% | 6.7% | ||
| Israel | EIS | Mideast and Africa | 22.8% | -27.1% | 5.5% | 34.5% | 45.1% | 22.9% | 32.8% | 12.8% | 11.2% | 9.5% | ||
| S Africa | EZA | Mideast and Africa | 7.9% | -5.2% | 1.5% | 7.3% | 75.2% | 7.6% | 26.2% | 11.4% | 6.4% | 5.2% | 5.9% | |
| Turkey | TUR | Mideast and Africa | -27.5% | 105.8% | -8.8% | 12.9% | -1.5% | 1.0% | -2.2% | 12.7% | 1.6% | 0.2% | ||
| Canada | EWC | North America | 27.0% | -13.0% | 14.7% | 12.4% | 35.9% | 17.1% | 22.7% | 12.2% | 10.8% | 7.9% | 6.7% | |
| Mexico | EWW | North America | 20.3% | 1.2% | 40.4% | -28.2% | 53.6% | 7.8% | 10.7% | 11.6% | 6.7% | 4.9% | 4.8% | |
| SPDR S&P 1500 | SPTM | North America | 28.6% | -17.8% | 25.6% | 23.9% | 16.9% | 15.4% | 22.1% | 13.3% | 14.9% | 15.3% | 11.1% | |
| Argentina | ARGT | South America | 3.8% | 11.8% | 53.7% | 63.5% | 11.5% | 24.9% | 29.4% | 22.9% | 15.0% | 11.6% | ||
| Chile | ECH | South America | -19.7% | 25.1% | 9.0% | -8.6% | 65.4% | 16.9% | 15.9% | 12.4% | 3.2% | 0.2% | ||
| Peru | EPU | South America | -11.8% | 2.1% | 25.3% | 21.8% | 86.9% | 47.3% | 48.9% | 33.1% | 14.0% | 9.4% | ||
| Brazil | EWZ | South America | -17.3% | 12.1% | 32.7% | -30.5% | 48.3% | 25.1% | 13.0% | 11.3% | 6.3% | 2.1% | 4.1% | |
| Strategic 60-40 Portfolio | s.6040 | Benchmark | 14.0% | -16.7% | 17.5% | 14.4% | 13.2% | 8.5% | 14.9% | 7.3% | 9.3% | 9.9% | 8.0% | |